+1,631.1%
QLD vs STLA
+54.0%
+1,577.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | -0.3% |
| 7D | +0.6% | +2.6% | -2.0% | -0.8% |
| 30D | -0.1% | -1.2% | +1.1% | +0.1% |
| 3M | -8.4% | -24.8% | +16.4% | +5.8% |
| 6M | +32.2% | -25.6% | +57.8% | +52.3% |
| YTD | +28.9% | -48.9% | +77.8% | +74.8% |
| 1Y | +43.8% | -38.8% | +82.6% | +72.4% |
| 3Y | +176.6% | -64.5% | +241.1% | +323.8% |
| 5Y | +121.6% | -62.4% | +184.0% | +223.0% |
| All | +1,631.1% | +54.0% | +1,577.1% | +1,406.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling